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VLEOX vs. VIOG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VLEOX vs. VIOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Value Line Small Cap Opportunities Fund (VLEOX) and Vanguard S&P Small-Cap 600 Growth ETF (VIOG). The values are adjusted to include any dividend payments, if applicable.

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VLEOX vs. VIOG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VLEOX
Value Line Small Cap Opportunities Fund
-1.31%6.27%14.23%22.01%-19.12%15.16%26.65%25.32%-4.97%17.66%
VIOG
Vanguard S&P Small-Cap 600 Growth ETF
2.81%5.40%9.23%16.92%-21.14%22.49%19.68%21.16%-4.57%14.70%

Returns By Period

In the year-to-date period, VLEOX achieves a -1.31% return, which is significantly lower than VIOG's 2.81% return. Over the past 10 years, VLEOX has outperformed VIOG with an annualized return of 10.66%, while VIOG has yielded a comparatively lower 9.89% annualized return.


VLEOX

1D
-1.31%
1M
-9.46%
YTD
-1.31%
6M
0.46%
1Y
13.46%
3Y*
10.24%
5Y*
5.21%
10Y*
10.66%

VIOG

1D
3.50%
1M
-4.59%
YTD
2.81%
6M
2.72%
1Y
17.58%
3Y*
10.75%
5Y*
3.16%
10Y*
9.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VLEOX vs. VIOG - Expense Ratio Comparison

VLEOX has a 1.16% expense ratio, which is higher than VIOG's 0.15% expense ratio.


Return for Risk

VLEOX vs. VIOG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VLEOX
VLEOX Risk / Return Rank: 3333
Overall Rank
VLEOX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
VLEOX Sortino Ratio Rank: 3535
Sortino Ratio Rank
VLEOX Omega Ratio Rank: 2626
Omega Ratio Rank
VLEOX Calmar Ratio Rank: 4040
Calmar Ratio Rank
VLEOX Martin Ratio Rank: 3636
Martin Ratio Rank

VIOG
VIOG Risk / Return Rank: 5151
Overall Rank
VIOG Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
VIOG Sortino Ratio Rank: 5050
Sortino Ratio Rank
VIOG Omega Ratio Rank: 4545
Omega Ratio Rank
VIOG Calmar Ratio Rank: 5656
Calmar Ratio Rank
VIOG Martin Ratio Rank: 5858
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VLEOX vs. VIOG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Value Line Small Cap Opportunities Fund (VLEOX) and Vanguard S&P Small-Cap 600 Growth ETF (VIOG). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


VLEOXVIOGDifference

Sharpe ratio

Return per unit of total volatility

0.69

0.80

-0.11

Sortino ratio

Return per unit of downside risk

1.16

1.28

-0.12

Omega ratio

Gain probability vs. loss probability

1.14

1.17

-0.03

Calmar ratio

Return relative to maximum drawdown

1.04

1.33

-0.29

Martin ratio

Return relative to average drawdown

3.84

5.39

-1.55

VLEOX vs. VIOG - Sharpe Ratio Comparison

The current VLEOX Sharpe Ratio is 0.69, which is comparable to the VIOG Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of VLEOX and VIOG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VLEOXVIOGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.69

0.80

-0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

0.15

+0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.43

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.56

-0.03

Correlation

The correlation between VLEOX and VIOG is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

VLEOX vs. VIOG - Dividend Comparison

VLEOX's dividend yield for the trailing twelve months is around 6.48%, more than VIOG's 0.94% yield.


TTM20252024202320222021202020192018201720162015
VLEOX
Value Line Small Cap Opportunities Fund
6.48%6.40%0.09%0.82%2.76%6.00%8.02%23.60%15.87%3.64%5.40%14.55%
VIOG
Vanguard S&P Small-Cap 600 Growth ETF
0.94%1.04%1.03%1.15%1.17%0.69%0.68%1.09%0.76%0.87%0.92%1.04%

Drawdowns

VLEOX vs. VIOG - Drawdown Comparison

The maximum VLEOX drawdown since its inception was -55.86%, which is greater than VIOG's maximum drawdown of -41.73%. Use the drawdown chart below to compare losses from any high point for VLEOX and VIOG.


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Drawdown Indicators


VLEOXVIOGDifference

Max Drawdown

Largest peak-to-trough decline

-55.86%

-41.73%

-14.13%

Max Drawdown (1Y)

Largest decline over 1 year

-10.86%

-13.82%

+2.96%

Max Drawdown (5Y)

Largest decline over 5 years

-30.68%

-29.15%

-1.53%

Max Drawdown (10Y)

Largest decline over 10 years

-35.30%

-41.73%

+6.43%

Current Drawdown

Current decline from peak

-10.58%

-5.85%

-4.73%

Average Drawdown

Average peak-to-trough decline

-9.52%

-7.69%

-1.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.96%

3.41%

-0.45%

Volatility

VLEOX vs. VIOG - Volatility Comparison

The current volatility for Value Line Small Cap Opportunities Fund (VLEOX) is 6.26%, while Vanguard S&P Small-Cap 600 Growth ETF (VIOG) has a volatility of 7.21%. This indicates that VLEOX experiences smaller price fluctuations and is considered to be less risky than VIOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VLEOXVIOGDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.26%

7.21%

-0.95%

Volatility (6M)

Calculated over the trailing 6-month period

11.83%

13.04%

-1.21%

Volatility (1Y)

Calculated over the trailing 1-year period

19.58%

22.01%

-2.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.24%

21.54%

-2.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.93%

22.82%

-2.89%